How do I choose a regularization technique for my model?

How do I choose a regularization technique for my model?

Choosing a regularization technique depends on your model type and the nature of your data. Are you using linear regression or a different model?

I'm using linear regression, but I'm worried about overfitting.

In that case, Lasso (L1 regularization) or Ridge (L2 regularization) could be good options. Lasso can also help with feature selection.

What if I have a lot of features?

If you have many features, Lasso might be more beneficial as it can reduce the number of features by setting some coefficients to zero.

Are there any other techniques I should consider?

Yes, you might also consider Elastic Net, which combines both L1 and L2 regularization, providing a balance between the two.